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Details about Andrew Chesher

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Homepage:http://www.ucl.ac.uk/economics/people/chesher
Workplace:Department of Economics, University College London (UCL), (more information at EDIRC)
Centre for Microdata Methods and Practice CeMMAP

Access statistics for papers by Andrew Chesher.

Last updated 2016-10-31. Update your information in the RePEc Author Service.

Short-id: pch17


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Working Papers

2015

  1. Characterizations of identified sets delivered by structural econometric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
  2. Counterfactual worlds
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  3. Identification of the distribution of valuations in an incomplete model of English auctions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2014

  1. Generalized instrumental variable models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (4)

2013

  1. What do instrumental variable models deliver with discrete dependent variables?
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in American Economic Review (2013)

2012

  1. An instrumental variable random coefficients model for binary outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometrics Journal (2014)
  2. Simultaneous equations for discrete outcomes: coherence, completeness, and identification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)

2011

  1. An instrumental variable model of multiple discrete choice
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (2)

    See also Journal Article in Quantitative Economics (2013)
  2. Semiparametric structural models of binary response: shape restrictions and partial identification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometric Theory (2013)

2010

  1. Sharp identified sets for discrete variable IV models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2009

  1. IV models of ordered choice
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2012)
  2. Single equation endogenous binary reponse models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (5)
  3. Treatment effect estimation with covariate measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2014)

2008

  1. Instrumental variable models for discrete outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article in Econometrica (2010)

2007

  1. Endogeneity and discrete outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)

2005

  1. Identification with excess heterogeneity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2004

  1. Identification in additive error models with discrete endogenous variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  2. Identification of sensitivity to variation in endogenous variables
    Econometric Society 2004 Australasian Meetings, Econometric Society
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) Downloads
  3. The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (4)

2003

  1. Nonparametric identification under discrete variation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (14)
    See also Journal Article in Econometrica (2005)
  2. Nonparametric identification with discrete endogenous variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2002

  1. Instrumental Values
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2007)
  2. Local identification in nonseparable models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  3. Semiparametric identification in duration models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)

2001

  1. Exogenous impact and conditional quantile functions
    Econometrics, EconWPA Downloads View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001) Downloads View citations (4)
  2. Parameter approximations for quantile regressions with measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
  3. Quantile driven identification of structural derivatives
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (9)
  4. Transitions from home to marriage of young Americans
    MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2002)
  5. Welfare measurement and measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    See also Journal Article in Review of Economic Studies (2002)

2000

  1. Polynomial Regression with Normal Covariate Measurement Error
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)

1999

  1. Bartlett Identities Tests
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (4)
    Also in Working Papers, Centre de Recherche en Economie et Statistique (1999) Downloads View citations (2)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) Downloads View citations (4)

Journal Articles

2014

  1. An instrumental variable random‐coefficients model for binary outcomes
    Econometrics Journal, 2014, 17, (2), S1-S19 Downloads View citations (1)
    See also Working Paper (2012)
  2. Treatment effect estimation with covariate measurement error
    Journal of Econometrics, 2014, 178, (2), 707-715 Downloads View citations (2)
    See also Working Paper (2009)

2013

  1. An instrumental variable model of multiple discrete choice
    Quantitative Economics, 2013, 4, (2), 157-196 Downloads View citations (4)
    See also Working Paper (2011)
  2. SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
    Econometric Theory, 2013, 29, (02), 231-266 Downloads
    See also Working Paper (2011)
  3. What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?
    American Economic Review, 2013, 103, (3), 557-62 Downloads View citations (1)
    See also Working Paper (2013)

2012

  1. IV models of ordered choice
    Journal of Econometrics, 2012, 166, (1), 33-48 Downloads View citations (8)
    See also Working Paper (2009)

2010

  1. Instrumental Variable Models for Discrete Outcomes
    Econometrica, 2010, 78, (2), 575-601 Downloads View citations (33)
    See also Working Paper (2008)

2009

  1. Excess heterogeneity, endogeneity and index restrictions
    Journal of Econometrics, 2009, 152, (1), 37-45 Downloads View citations (6)

2007

  1. Endogeneity, instruments and identification
    Journal of Econometrics, 2007, 139, (1), 1-3 Downloads View citations (2)
  2. Instrumental values
    Journal of Econometrics, 2007, 139, (1), 15-34 Downloads View citations (11)
    See also Working Paper (2002)

2005

  1. Nonparametric Identification under Discrete Variation
    Econometrica, 2005, 73, (5), 1525-1550 Downloads View citations (48)
    See also Working Paper (2003)

2003

  1. Identification in Nonseparable Models
    Econometrica, 2003, 71, (5), 1405-1441 Downloads View citations (125)

2002

  1. Duration response measurement error
    Journal of Econometrics, 2002, 111, (2), 169-194 Downloads View citations (5)
  2. Taste Variation in Discrete Choice Models
    Review of Economic Studies, 2002, 69, (1), 147-168 Downloads View citations (41)
  3. Transitions from home to marriage of young Americans
    Journal of Applied Econometrics, 2002, 17, (1), 1-23 Downloads View citations (18)
    See also Working Paper (2001)
  4. Welfare Measurement and Measurement Error
    Review of Economic Studies, 2002, 69, (2), 357-378 Downloads View citations (40)
    See also Working Paper (2001)

2000

  1. On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable
    Computational Economics, 2000, 15, (3), 273-289 Downloads

1998

  1. Individual demands from household aggregates: time and age variation in the composition of diet
    Journal of Applied Econometrics, 1998, 13, (5), 505-524 Downloads View citations (22)

1997

  1. Diet Revealed?: Semiparametric Estimation of Nutrient Intake-Age Relationships
    Journal of the Royal Statistical Society Series A, 1997, 160, (3), 389-428 Downloads View citations (22)
  2. Likelihood Ratio Specification Tests
    Econometrica, 1997, 65, (3), 627-646 View citations (10)

1995

  1. A Mirror Image Invariance for M-Estimators
    Econometrica, 1995, 63, (1), 207-11 Downloads View citations (8)

1994

  1. Symmetry, Regression Design, and Sampling Distributions
    Econometric Theory, 1994, 10, (01), 116-129 Downloads View citations (6)

1991

  1. Asymptotic Expansions of the Information Matrix Test Statistic
    Econometrica, 1991, 59, (3), 787-815 Downloads View citations (29)
  2. The finite-sample distributions of heteroskedasticity robust Wald statistics
    Journal of Econometrics, 1991, 47, (1), 153-173 Downloads View citations (11)

1989

  1. Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
    Econometrica, 1989, 57, (4), 971-77 Downloads View citations (5)

1987

  1. Residual analysis in the grouped and censored normal linear model
    Journal of Econometrics, 1987, 34, (1-2), 33-61 Downloads View citations (83)
  2. The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
    Econometrica, 1987, 55, (5), 1217-22 Downloads View citations (58)

1986

  1. Specification testing when score test statistics are identically zero
    Journal of Econometrics, 1986, 31, (2), 121-149 Downloads View citations (19)

1985

  1. Residual analysis for censored duration data
    Economics Letters, 1985, 18, (1), 35-38 Downloads View citations (1)
  2. Score tests for zero covariances in recursive linear models for grouped or censored data
    Journal of Econometrics, 1985, 28, (3), 291-305 Downloads View citations (3)

1984

  1. Improving the Efficiency of Probit Estimators
    The Review of Economics and Statistics, 1984, 66, (3), 523-27 Downloads View citations (3)
  2. Testing for Neglected Heterogeneity
    Econometrica, 1984, 52, (4), 865-72 Downloads View citations (62)

1983

  1. An Econometric Analysis of Reservation Wages
    Econometrica, 1983, 51, (6), 1661-76 Downloads View citations (108)
  2. The Estimation of Models of Labour Market Behaviour
    Review of Economic Studies, 1983, 50, (4), 609-624 Downloads View citations (14)
  3. The information matrix test: Simplified calculation via a score test interpretation
    Economics Letters, 1983, 13, (1), 45-48 Downloads View citations (16)

1981

  1. Stock and flow sampling
    Economics Letters, 1981, 8, (1), 63-65 Downloads View citations (3)

1979

  1. Computation of search duration probabilities and the integral of the normal distribution function
    Economics Letters, 1979, 4, (4), 319-321 Downloads
  2. Testing the Law of Proportionate Effect
    Journal of Industrial Economics, 1979, 27, (4), 403-11 Downloads View citations (78)
 
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